Symbol | GBPJPY (British Pound vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2006.12.08 07:00 - 2007.05.07 00:59 (2007.03.04 - 2007.05.07) | ||||
Model | Open prices only (fastest method to analyze the bar just completed) | ||||
Parameters | GMT_Shift=1; TakeProfit=200; StopLoss=50; HourToCloseOrders=15; SundayCandleExists=true; Lots=0.1; UseMoneyManagement=true; Risk=3; Slippage=3; MaxLossesTradesPerDay=2; TrailingStop=75; | ||||
Bars in test | 2486 | Ticks modelled | 4607 | Modelling quality | n/a |
Initial deposit | 10000.00 | ||||
Total net profit | 2252.91 | Gross profit | 8022.69 | Gross loss | -5769.78 |
Profit factor | 1.39 | Expected payoff | 34.14 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 1057.80 (7.95%) | Relative drawdown | 8.08% (959.43) |
Total trades | 66 | Short positions (won %) | 35 (31.43%) | Long positions (won %) | 31 (41.94%) |
Profit trades (% of total) | 24 (36.36%) | Loss trades (% of total) | 42 (63.64%) | ||
Largest | profit trade | 667.33 | loss trade | -166.88 | |
Average | profit trade | 334.28 | loss trade | -137.38 | |
Maximum | consecutive wins (profit in money) | 4 (660.84) | consecutive losses (loss in money) | 7 (-959.43) | |
Maximal | consecutive profit (count of wins) | 1157.82 (2) | consecutive loss (count of losses) | -959.43 (7) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.03.05 01:00 | sell | 1 | 0.30 | 224.54 | 225.04 | 222.54 | ||
2 | 2007.03.05 02:00 | t/p | 1 | 0.30 | 222.54 | 225.04 | 222.54 | 500.54 | 10500.54 |
3 | 2007.03.06 01:00 | buy | 2 | 0.30 | 222.05 | 221.55 | 224.05 | ||
4 | 2007.03.06 03:00 | modify | 2 | 0.30 | 222.05 | 222.64 | 224.05 | ||
5 | 2007.03.06 04:00 | t/p | 2 | 0.30 | 224.05 | 222.64 | 224.05 | 500.62 | 11001.16 |
6 | 2007.03.07 01:00 | buy | 3 | 0.30 | 226.02 | 225.52 | 228.02 | ||
7 | 2007.03.07 03:00 | s/l | 3 | 0.30 | 225.52 | 225.52 | 228.02 | -125.16 | 10876.00 |
8 | 2007.03.07 03:00 | sell | 4 | 0.30 | 224.55 | 225.05 | 222.55 | ||
9 | 2007.03.07 06:00 | s/l | 4 | 0.30 | 225.05 | 225.05 | 222.55 | -125.14 | 10750.86 |
10 | 2007.03.08 01:00 | sell | 5 | 0.30 | 223.26 | 223.76 | 221.26 | ||
11 | 2007.03.08 03:00 | s/l | 5 | 0.30 | 223.76 | 223.76 | 221.26 | -125.14 | 10625.72 |
12 | 2007.03.08 03:00 | buy | 6 | 0.30 | 223.73 | 223.23 | 225.73 | ||
13 | 2007.03.08 05:00 | modify | 6 | 0.30 | 223.73 | 223.94 | 225.73 | ||
14 | 2007.03.08 06:00 | modify | 6 | 0.30 | 223.73 | 224.11 | 225.73 | ||
15 | 2007.03.08 07:00 | t/p | 6 | 0.30 | 225.73 | 224.11 | 225.73 | 500.63 | 11126.35 |
16 | 2007.03.09 01:00 | buy | 7 | 0.30 | 226.13 | 225.63 | 228.13 | ||
17 | 2007.03.09 15:00 | t/p | 7 | 0.30 | 228.13 | 225.63 | 228.13 | 500.63 | 11626.98 |
18 | 2007.03.12 01:00 | buy | 8 | 0.30 | 229.07 | 228.57 | 231.07 | ||
19 | 2007.03.12 02:00 | s/l | 8 | 0.30 | 228.57 | 228.57 | 231.07 | -125.15 | 11501.83 |
20 | 2007.03.12 02:00 | sell | 9 | 0.30 | 228.55 | 229.05 | 226.55 | ||
21 | 2007.03.12 08:00 | s/l | 9 | 0.30 | 229.05 | 229.05 | 226.55 | -125.13 | 11376.70 |
22 | 2007.03.13 01:00 | sell | 10 | 0.30 | 227.20 | 227.70 | 225.20 | ||
23 | 2007.03.13 08:00 | modify | 10 | 0.30 | 227.20 | 227.18 | 225.20 | ||
24 | 2007.03.13 09:00 | modify | 10 | 0.30 | 227.20 | 226.95 | 225.20 | ||
25 | 2007.03.13 13:00 | t/p | 10 | 0.30 | 225.20 | 226.95 | 225.20 | 500.54 | 11877.24 |
26 | 2007.03.14 01:00 | sell | 11 | 0.40 | 223.76 | 224.26 | 221.76 | ||
27 | 2007.03.14 02:00 | s/l | 11 | 0.40 | 224.26 | 224.26 | 221.76 | -166.84 | 11710.40 |
28 | 2007.03.14 02:00 | buy | 12 | 0.40 | 224.25 | 223.75 | 226.25 | ||
29 | 2007.03.14 04:00 | s/l | 12 | 0.40 | 223.75 | 223.75 | 226.25 | -166.87 | 11543.53 |
30 | 2007.03.15 01:00 | buy | 13 | 0.30 | 227.40 | 226.90 | 229.40 | ||
31 | 2007.03.15 02:00 | s/l | 13 | 0.30 | 226.90 | 226.90 | 229.40 | -125.16 | 11418.37 |
32 | 2007.03.15 02:00 | sell | 14 | 0.30 | 226.98 | 227.48 | 224.98 | ||
33 | 2007.03.15 14:00 | s/l | 14 | 0.30 | 227.48 | 227.48 | 224.98 | -125.14 | 11293.23 |
34 | 2007.03.16 01:00 | buy | 15 | 0.30 | 227.17 | 226.67 | 229.17 | ||
35 | 2007.03.16 02:00 | s/l | 15 | 0.30 | 226.67 | 226.67 | 229.17 | -125.16 | 11168.07 |
36 | 2007.03.16 02:00 | sell | 16 | 0.30 | 226.90 | 227.40 | 224.90 | ||
37 | 2007.03.16 13:00 | s/l | 16 | 0.30 | 227.40 | 227.40 | 224.90 | -125.13 | 11042.94 |
38 | 2007.03.19 01:00 | sell | 17 | 0.30 | 225.94 | 226.44 | 223.94 | ||
39 | 2007.03.19 02:00 | s/l | 17 | 0.30 | 226.44 | 226.44 | 223.94 | -125.13 | 10917.81 |
40 | 2007.03.19 02:00 | buy | 18 | 0.30 | 226.77 | 226.27 | 228.77 | ||
41 | 2007.03.19 05:00 | modify | 18 | 0.30 | 226.77 | 226.77 | 228.77 | ||
42 | 2007.03.19 06:00 | modify | 18 | 0.30 | 226.77 | 226.95 | 228.77 | ||
43 | 2007.03.19 07:00 | modify | 18 | 0.30 | 226.77 | 226.97 | 228.77 | ||
44 | 2007.03.19 10:00 | modify | 18 | 0.30 | 226.77 | 227.53 | 228.77 | ||
45 | 2007.03.19 11:00 | modify | 18 | 0.30 | 226.77 | 227.66 | 228.77 | ||
46 | 2007.03.19 14:00 | modify | 18 | 0.30 | 226.77 | 227.69 | 228.77 | ||
47 | 2007.03.19 16:00 | close | 18 | 0.30 | 228.49 | 227.69 | 228.77 | 430.54 | 11348.35 |
48 | 2007.03.20 01:00 | buy | 19 | 0.30 | 228.94 | 228.44 | 230.94 | ||
49 | 2007.03.20 11:00 | modify | 19 | 0.30 | 228.94 | 229.63 | 230.94 | ||
50 | 2007.03.20 13:00 | modify | 19 | 0.30 | 228.94 | 229.65 | 230.94 | ||
51 | 2007.03.20 15:00 | s/l | 19 | 0.30 | 229.65 | 229.65 | 230.94 | 177.73 | 11526.08 |
52 | 2007.03.20 15:00 | sell | 20 | 0.30 | 229.45 | 229.95 | 227.45 | ||
53 | 2007.03.20 16:00 | close | 20 | 0.30 | 229.42 | 229.95 | 227.45 | 7.51 | 11533.59 |
54 | 2007.03.21 01:00 | buy | 21 | 0.30 | 230.02 | 229.52 | 232.02 | ||
55 | 2007.03.21 10:00 | modify | 21 | 0.30 | 230.02 | 230.20 | 232.02 | ||
56 | 2007.03.21 11:00 | s/l | 21 | 0.30 | 230.20 | 230.20 | 232.02 | 45.06 | 11578.65 |
57 | 2007.03.21 11:00 | sell | 22 | 0.30 | 230.57 | 231.07 | 228.57 | ||
58 | 2007.03.21 12:00 | s/l | 22 | 0.30 | 231.07 | 231.07 | 228.57 | -125.14 | 11453.51 |
59 | 2007.03.22 01:00 | sell | 23 | 0.30 | 231.10 | 231.60 | 229.10 | ||
60 | 2007.03.22 03:00 | s/l | 23 | 0.30 | 231.60 | 231.60 | 229.10 | -125.13 | 11328.38 |
61 | 2007.03.22 03:00 | buy | 24 | 0.30 | 231.42 | 230.92 | 233.42 | ||
62 | 2007.03.22 08:00 | s/l | 24 | 0.30 | 230.92 | 230.92 | 233.42 | -125.16 | 11203.22 |
63 | 2007.03.23 01:00 | sell | 25 | 0.30 | 232.06 | 232.56 | 230.06 | ||
64 | 2007.03.23 11:00 | modify | 25 | 0.30 | 232.06 | 231.98 | 230.06 | ||
65 | 2007.03.23 14:00 | modify | 25 | 0.30 | 232.06 | 231.73 | 230.06 | ||
66 | 2007.03.23 16:00 | close | 25 | 0.30 | 231.12 | 231.73 | 230.06 | 235.26 | 11438.48 |
67 | 2007.03.26 01:00 | sell | 26 | 0.30 | 231.25 | 231.75 | 229.25 | ||
68 | 2007.03.26 08:00 | s/l | 26 | 0.30 | 231.75 | 231.75 | 229.25 | -125.13 | 11313.35 |
69 | 2007.03.26 08:00 | buy | 27 | 0.30 | 231.50 | 231.00 | 233.50 | ||
70 | 2007.03.26 15:00 | modify | 27 | 0.30 | 231.50 | 231.62 | 233.50 | ||
71 | 2007.03.26 16:00 | close | 27 | 0.30 | 232.64 | 231.62 | 233.50 | 285.36 | 11598.71 |
72 | 2007.03.27 01:00 | buy | 28 | 0.30 | 232.78 | 232.28 | 234.78 | ||
73 | 2007.03.27 09:00 | s/l | 28 | 0.30 | 232.28 | 232.28 | 234.78 | -125.15 | 11473.56 |
74 | 2007.03.27 09:00 | sell | 29 | 0.30 | 232.18 | 232.68 | 230.18 | ||
75 | 2007.03.27 11:00 | s/l | 29 | 0.30 | 232.68 | 232.68 | 230.18 | -125.14 | 11348.42 |
76 | 2007.03.28 01:00 | sell | 30 | 0.30 | 231.57 | 232.07 | 229.57 | ||
77 | 2007.03.28 04:00 | modify | 30 | 0.30 | 231.57 | 231.54 | 229.57 | ||
78 | 2007.03.28 07:00 | modify | 30 | 0.30 | 231.57 | 231.03 | 229.57 | ||
79 | 2007.03.28 15:00 | modify | 30 | 0.30 | 231.57 | 230.88 | 229.57 | ||
80 | 2007.03.28 16:00 | t/p | 30 | 0.30 | 229.57 | 230.88 | 229.57 | 500.54 | 11848.96 |
81 | 2007.03.29 01:00 | sell | 31 | 0.40 | 229.30 | 229.80 | 227.30 | ||
82 | 2007.03.29 03:00 | s/l | 31 | 0.40 | 229.80 | 229.80 | 227.30 | -166.84 | 11682.12 |
83 | 2007.03.29 03:00 | buy | 32 | 0.40 | 229.33 | 228.83 | 231.33 | ||
84 | 2007.03.29 06:00 | modify | 32 | 0.40 | 229.33 | 229.57 | 231.33 | ||
85 | 2007.03.29 09:00 | modify | 32 | 0.40 | 229.33 | 229.92 | 231.33 | ||
86 | 2007.03.29 13:00 | modify | 32 | 0.40 | 229.33 | 230.00 | 231.33 | ||
87 | 2007.03.29 15:00 | modify | 32 | 0.40 | 229.33 | 230.38 | 231.33 | ||
88 | 2007.03.29 16:00 | close | 32 | 0.40 | 231.14 | 230.38 | 231.33 | 604.09 | 12286.21 |
89 | 2007.03.30 01:00 | buy | 33 | 0.40 | 231.64 | 231.14 | 233.64 | ||
90 | 2007.03.30 04:00 | s/l | 33 | 0.40 | 231.14 | 231.14 | 233.64 | -166.87 | 12119.34 |
91 | 2007.03.30 04:00 | sell | 34 | 0.40 | 231.15 | 231.65 | 229.15 | ||
92 | 2007.03.30 16:00 | s/l | 34 | 0.40 | 231.65 | 231.65 | 229.15 | -166.85 | 11952.49 |
93 | 2007.04.02 01:00 | buy | 35 | 0.40 | 231.75 | 231.25 | 233.75 | ||
94 | 2007.04.02 14:00 | modify | 35 | 0.40 | 231.75 | 231.95 | 233.75 | ||
95 | 2007.04.02 15:00 | modify | 35 | 0.40 | 231.75 | 232.01 | 233.75 | ||
96 | 2007.04.02 16:00 | close | 35 | 0.40 | 232.96 | 232.01 | 233.75 | 403.84 | 12356.33 |
97 | 2007.04.03 01:00 | sell | 36 | 0.40 | 232.90 | 233.40 | 230.90 | ||
98 | 2007.04.03 03:00 | s/l | 36 | 0.40 | 233.40 | 233.40 | 230.90 | -166.84 | 12189.49 |
99 | 2007.04.03 03:00 | buy | 37 | 0.40 | 233.06 | 232.56 | 235.06 | ||
100 | 2007.04.03 09:00 | modify | 37 | 0.40 | 233.06 | 233.52 | 235.06 | ||
101 | 2007.04.03 10:00 | modify | 37 | 0.40 | 233.06 | 233.69 | 235.06 | ||
102 | 2007.04.03 14:00 | modify | 37 | 0.40 | 233.06 | 233.70 | 235.06 | ||
103 | 2007.04.03 15:00 | modify | 37 | 0.40 | 233.06 | 233.80 | 235.06 | ||
104 | 2007.04.03 16:00 | close | 37 | 0.40 | 234.67 | 233.80 | 235.06 | 537.33 | 12726.82 |
105 | 2007.04.04 01:00 | sell | 38 | 0.40 | 234.40 | 234.90 | 232.40 | ||
106 | 2007.04.04 09:00 | s/l | 38 | 0.40 | 234.90 | 234.90 | 232.40 | -166.85 | 12559.97 |
107 | 2007.04.04 09:00 | buy | 39 | 0.40 | 234.67 | 234.17 | 236.67 | ||
108 | 2007.04.04 16:00 | s/l | 39 | 0.40 | 234.17 | 234.17 | 236.67 | -166.87 | 12393.10 |
109 | 2007.04.05 01:00 | sell | 40 | 0.40 | 234.58 | 235.08 | 232.58 | ||
110 | 2007.04.05 16:00 | close | 40 | 0.40 | 233.74 | 235.08 | 232.58 | 280.30 | 12673.40 |
111 | 2007.04.06 01:00 | sell | 41 | 0.40 | 233.89 | 234.39 | 231.89 | ||
112 | 2007.04.06 07:00 | s/l | 41 | 0.40 | 234.39 | 234.39 | 231.89 | -166.84 | 12506.56 |
113 | 2007.04.09 01:00 | buy | 42 | 0.40 | 234.50 | 234.00 | 236.50 | ||
114 | 2007.04.09 14:00 | s/l | 42 | 0.40 | 234.00 | 234.00 | 236.50 | -166.88 | 12339.68 |
115 | 2007.04.10 01:00 | sell | 43 | 0.40 | 233.95 | 234.45 | 231.95 | ||
116 | 2007.04.10 08:00 | s/l | 43 | 0.40 | 234.45 | 234.45 | 231.95 | -166.84 | 12172.84 |
117 | 2007.04.10 08:00 | buy | 44 | 0.40 | 234.44 | 233.94 | 236.44 | ||
118 | 2007.04.10 16:00 | close | 44 | 0.40 | 235.06 | 233.94 | 236.44 | 206.93 | 12379.77 |
119 | 2007.04.11 01:00 | buy | 45 | 0.40 | 234.93 | 234.43 | 236.93 | ||
120 | 2007.04.11 08:00 | modify | 45 | 0.40 | 234.93 | 234.97 | 236.93 | ||
121 | 2007.04.11 09:00 | modify | 45 | 0.40 | 234.93 | 235.06 | 236.93 | ||
122 | 2007.04.11 16:00 | close | 45 | 0.40 | 235.99 | 235.06 | 236.93 | 353.78 | 12733.55 |
123 | 2007.04.12 01:00 | buy | 46 | 0.40 | 235.79 | 235.29 | 237.79 | ||
124 | 2007.04.12 16:00 | s/l | 46 | 0.40 | 235.29 | 235.29 | 237.79 | -166.88 | 12566.67 |
125 | 2007.04.13 01:00 | sell | 47 | 0.40 | 235.62 | 236.12 | 233.62 | ||
126 | 2007.04.13 16:00 | close | 47 | 0.40 | 235.67 | 236.12 | 233.62 | -16.68 | 12549.99 |
127 | 2007.04.16 01:00 | buy | 48 | 0.40 | 237.65 | 237.15 | 239.65 | ||
128 | 2007.04.16 02:00 | s/l | 48 | 0.40 | 237.15 | 237.15 | 239.65 | -166.87 | 12383.12 |
129 | 2007.04.17 01:00 | buy | 49 | 0.40 | 238.21 | 237.71 | 240.21 | ||
130 | 2007.04.17 08:00 | s/l | 49 | 0.40 | 237.71 | 237.71 | 240.21 | -166.86 | 12216.26 |
131 | 2007.04.17 08:00 | sell | 50 | 0.40 | 237.73 | 238.23 | 235.73 | ||
132 | 2007.04.17 11:00 | s/l | 50 | 0.40 | 238.23 | 238.23 | 235.73 | -166.83 | 12049.43 |
133 | 2007.04.18 01:00 | sell | 51 | 0.40 | 238.74 | 239.24 | 236.74 | ||
134 | 2007.04.18 14:00 | modify | 51 | 0.40 | 238.74 | 238.21 | 236.74 | ||
135 | 2007.04.18 16:00 | close | 51 | 0.40 | 237.27 | 238.21 | 236.74 | 490.49 | 12539.92 |
136 | 2007.04.19 01:00 | sell | 52 | 0.40 | 237.93 | 238.43 | 235.93 | ||
137 | 2007.04.19 05:00 | modify | 52 | 0.40 | 237.93 | 237.37 | 235.93 | ||
138 | 2007.04.19 06:00 | modify | 52 | 0.40 | 237.93 | 237.06 | 235.93 | ||
139 | 2007.04.19 07:00 | modify | 52 | 0.40 | 237.93 | 236.93 | 235.93 | ||
140 | 2007.04.19 09:00 | t/p | 52 | 0.40 | 235.93 | 236.93 | 235.93 | 667.33 | 13207.25 |
141 | 2007.04.20 01:00 | sell | 53 | 0.40 | 236.89 | 237.39 | 234.89 | ||
142 | 2007.04.20 03:00 | s/l | 53 | 0.40 | 237.39 | 237.39 | 234.89 | -166.83 | 13040.42 |
143 | 2007.04.23 01:00 | buy | 54 | 0.40 | 238.11 | 237.61 | 240.11 | ||
144 | 2007.04.23 06:00 | s/l | 54 | 0.40 | 237.61 | 237.61 | 240.11 | -166.86 | 12873.56 |
145 | 2007.04.23 06:00 | sell | 55 | 0.40 | 237.47 | 237.97 | 235.47 | ||
146 | 2007.04.23 09:00 | modify | 55 | 0.40 | 237.47 | 237.31 | 235.47 | ||
147 | 2007.04.23 13:00 | s/l | 55 | 0.40 | 237.31 | 237.31 | 235.47 | 53.38 | 12926.94 |
148 | 2007.04.24 01:00 | sell | 56 | 0.40 | 237.16 | 237.66 | 235.16 | ||
149 | 2007.04.24 05:00 | modify | 56 | 0.40 | 237.16 | 237.12 | 235.16 | ||
150 | 2007.04.24 12:00 | s/l | 56 | 0.40 | 237.12 | 237.12 | 235.16 | 13.35 | 12940.29 |
151 | 2007.04.24 12:00 | buy | 57 | 0.40 | 237.50 | 237.00 | 239.50 | ||
152 | 2007.04.24 16:00 | close | 57 | 0.40 | 237.46 | 237.00 | 239.50 | -13.35 | 12926.94 |
153 | 2007.04.25 01:00 | buy | 58 | 0.40 | 237.28 | 236.78 | 239.28 | ||
154 | 2007.04.25 16:00 | close | 58 | 0.40 | 237.69 | 236.78 | 239.28 | 136.82 | 13063.76 |
155 | 2007.04.26 01:00 | buy | 59 | 0.40 | 237.67 | 237.17 | 239.67 | ||
156 | 2007.04.26 16:00 | close | 59 | 0.40 | 237.59 | 237.17 | 239.67 | -26.70 | 13037.06 |
157 | 2007.04.27 01:00 | sell | 60 | 0.40 | 237.94 | 238.44 | 235.94 | ||
158 | 2007.04.27 13:00 | s/l | 60 | 0.40 | 238.44 | 238.44 | 235.94 | -166.83 | 12870.23 |
159 | 2007.04.30 01:00 | sell | 61 | 0.40 | 238.14 | 238.64 | 236.14 | ||
160 | 2007.04.30 05:00 | s/l | 61 | 0.40 | 238.64 | 238.64 | 236.14 | -166.83 | 12703.40 |
161 | 2007.05.01 01:00 | sell | 62 | 0.40 | 238.69 | 239.19 | 236.69 | ||
162 | 2007.05.01 05:00 | s/l | 62 | 0.40 | 239.19 | 239.19 | 236.69 | -166.83 | 12536.57 |
163 | 2007.05.01 05:00 | buy | 63 | 0.40 | 239.15 | 238.65 | 241.15 | ||
164 | 2007.05.01 16:00 | close | 63 | 0.40 | 239.03 | 238.65 | 241.15 | -40.05 | 12496.52 |
165 | 2007.05.02 01:00 | sell | 64 | 0.40 | 239.32 | 239.82 | 237.32 | ||
166 | 2007.05.02 16:00 | close | 64 | 0.40 | 239.05 | 239.82 | 237.32 | 90.09 | 12586.61 |
167 | 2007.05.03 01:00 | sell | 65 | 0.40 | 238.94 | 239.44 | 236.94 | ||
168 | 2007.05.03 10:00 | s/l | 65 | 0.40 | 239.44 | 239.44 | 236.94 | -166.84 | 12419.77 |
169 | 2007.05.04 01:00 | buy | 66 | 0.40 | 239.35 | 238.85 | 241.35 | ||
170 | 2007.05.04 05:00 | s/l | 66 | 0.40 | 238.85 | 238.85 | 241.35 | -166.86 | 12252.91 |